General model selection estimation of a periodic regression with a Gaussian noise
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Volume (Year): 62 (2010)
Issue (Month): 6 (December)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- D. Fourdrinier & S. Pergamenshchikov, 2007. "Improved Model Selection Method for a Regression Function with Dependent Noise," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(3), pages 435-464, September.
- V. Konev & S. Pergamenshchikov, 2003. "Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise," Statistical Inference for Stochastic Processes, Springer, vol. 6(3), pages 215-235, October.
- Galtchouk, L. & Pergamenshchikov, S., 2006. "Asymptotically efficient estimates for nonparametric regression models," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 852-860, April.
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